Five Below Stock Market Value

FIVE
 Stock
  

USD 124.19  8.03  6.91%   

Five Below's market value is the price at which a share of Five Below stock trades on a public exchange. It measures the collective expectations of Five Below investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Five Below and determine expected loss or profit from investing in Five Below over a given investment horizon. Please check Five Below Hype Analysis, Five Below Correlation, Five Below Valuation, Five Below Volatility, as well as analyze Five Below Alpha and Beta and Five Below Performance.
Symbol
Backtest


Is Five Below's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Five Below. If investors know Five Below will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Five Below listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.33
Market Capitalization
6.5 B
Quarterly Revenue Growth YOY
0.07
Return On Assets
0.0829
Return On Equity
0.26
The market value of Five Below is measured differently than its book value, which is the value of Five Below that is recorded on the company's balance sheet. Investors also form their own opinion of Five Below's value that differs from its market value or its book value, called intrinsic value, which is Five Below's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Five Below's market value can be influenced by many factors that don't directly affect Five Below's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Five Below's value and its price as these two are different measures arrived at by different means. Investors typically determine Five Below value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Below's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Five Below 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Five Below's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Five Below.
0.00
07/10/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
06/30/2022
0.00
If you would invest  0.00  in Five Below on July 10, 2020 and sell it all today you would earn a total of 0.00 from holding Five Below or generate 0.0% return on investment in Five Below over 720 days. Five Below is related to or competes with Allena Pharmaceuticals, B of A, American Express, Dupont Denemours, Walmart, ATT, and Verizon Communications. Five Below, Inc. operates as a specialty value retailer in the United StatesMore

Five Below Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Five Below's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Five Below upside and downside potential and time the market with a certain degree of confidence.

Five Below Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Five Below's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five Below's standard deviation. In reality, there are many statistical measures that can use Five Below historical prices to predict the future Five Below's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Five Below's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Five Below in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
107.94111.65127.78
Details
Intrinsic
Valuation
LowReal ValueHigh
104.54146.37150.08
Details
Naive
Forecast
LowNext ValueHigh
109.70113.40117.11
Details
16 Analysts
Consensus
LowTarget PriceHigh
205.00237.00300.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Five Below. Your research has to be compared to or analyzed against Five Below's peers to derive any actionable benefits. When done correctly, Five Below's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Five Below.

Five Below Backtested Returns

Five Below secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had -0.13% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Five Below exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Five Below mean deviation of 2.85, and Coefficient Of Variation of (847.94) to check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.8881, which means a somewhat significant risk relative to the market. Let's try to break down what Five Below's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Five Below will likely underperform. Even though it is essential to pay attention to Five Below historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Five Below exposes twenty-one different technical indicators, which can help you to evaluate its performance. Five Below has an expected return of -0.48%. Please be advised to confirm Five Below information ratio, value at risk, as well as the relationship between the Value At Risk and expected short fall to decide if Five Below performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.66  

Very good reverse predictability

Five Below has very good reverse predictability. Overlapping area represents the amount of predictability between Five Below time series from 10th of July 2020 to 5th of July 2021 and 5th of July 2021 to 30th of June 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Five Below price movement. The serial correlation of -0.66 indicates that around 66.0% of current Five Below price fluctuation can be explain by its past prices.
Correlation Coefficient-0.66
Spearman Rank Test-0.8
Residual Average0.0
Price Variance756.15

Five Below lagged returns against current returns

Autocorrelation, which is Five Below stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Five Below's stock expected returns. We can calculate the autocorrelation of Five Below returns to help us make a trade decision. For example, suppose you find that Five Below stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
Share
      Timeline 

Five Below regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Five Below stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Five Below stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Five Below stock over time.
 Current vs Lagged Prices 
Share
      Timeline 

Five Below Lagged Returns

When evaluating Five Below's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Five Below stock have on its future price. Five Below autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Five Below autocorrelation shows the relationship between Five Below stock current value and its past values and can show if there is a momentum factor associated with investing in Five Below.
 Regressed Prices 
Share
      Timeline 

Five Below Investors Sentiment

The influence of Five Below's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Five Below. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Five Below Implied Volatility

    
  21.89  
Five Below's implied volatility exposes the market's sentiment of Five Below stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Five Below's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Five Below stock will not fluctuate a lot when Five Below's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Five Below in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Five Below's short interest history, or implied volatility extrapolated from Five Below options trading.

Current Sentiment - FIVE

Five Below Investor Sentiment

Most of Macroaxis users are currently bullish on Five Below. What is your opinion about investing in Five Below? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Five Below using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Five Below Hype Analysis, Five Below Correlation, Five Below Valuation, Five Below Volatility, as well as analyze Five Below Alpha and Beta and Five Below Performance. Note that the Five Below information on this page should be used as a complementary analysis to other Five Below's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Five Below Stock analysis

When running Five Below price analysis, check to measure Five Below's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Five Below is operating at the current time. Most of Five Below's value examination focuses on studying past and present price action to predict the probability of Five Below's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Five Below's price. Additionally, you may evaluate how the addition of Five Below to your portfolios can decrease your overall portfolio volatility.
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Five Below technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Five Below technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Five Below trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...